Automatic Column Scaling Strategies for Quasi-Newton Methods

DOI10.1137/0803032MaRDI QIDQ3140009zbMATH OpenOpenAlexFDO

Authors Marucha Lalee, Jorge Nocedal

Publication date 6 December 1993

Published in SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/0803032

zbMATH Keywords

BFGS update formulaBFGS-methodPowell methodquasi-Newton methodsscalingsuperlinear convergenceunconstrained minimization

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30)

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(8)

• Modifying the BFGS update by a new column scaling technique
• A double parameter scaled BFGS method for unconstrained optimization
• The revised DFP algorithm without exact line search
• Global convergence without the assumption of linear independence for a trust-region algorithm for constrained optimization
• A CLASS OF DFP ALGORITHMS WITH REVISED SEARCH DIRECTION
• scientific article; zbMATH DE number 766485 (Why is no real title available?)
• Smoothing method for minimizing the sum of therlargest functions
• Analysis of a self-scaling quasi-Newton method

Describes a project that uses

Uses Software

• minpack

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